CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1638-4 |
1646-0 |
7-4 |
0.5% |
1643-4 |
| High |
1646-0 |
1657-0 |
11-0 |
0.7% |
1651-0 |
| Low |
1632-0 |
1633-4 |
1-4 |
0.1% |
1552-2 |
| Close |
1643-4 |
1641-0 |
-2-4 |
-0.2% |
1601-6 |
| Range |
14-0 |
23-4 |
9-4 |
67.9% |
98-6 |
| ATR |
39-4 |
38-3 |
-1-1 |
-2.9% |
0-0 |
| Volume |
108,388 |
133,419 |
25,031 |
23.1% |
822,940 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1714-3 |
1701-1 |
1653-7 |
|
| R3 |
1690-7 |
1677-5 |
1647-4 |
|
| R2 |
1667-3 |
1667-3 |
1645-2 |
|
| R1 |
1654-1 |
1654-1 |
1643-1 |
1649-0 |
| PP |
1643-7 |
1643-7 |
1643-7 |
1641-2 |
| S1 |
1630-5 |
1630-5 |
1638-7 |
1625-4 |
| S2 |
1620-3 |
1620-3 |
1636-6 |
|
| S3 |
1596-7 |
1607-1 |
1634-4 |
|
| S4 |
1573-3 |
1583-5 |
1628-1 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1897-7 |
1848-5 |
1656-0 |
|
| R3 |
1799-1 |
1749-7 |
1628-7 |
|
| R2 |
1700-3 |
1700-3 |
1619-7 |
|
| R1 |
1651-1 |
1651-1 |
1610-6 |
1626-3 |
| PP |
1601-5 |
1601-5 |
1601-5 |
1589-2 |
| S1 |
1552-3 |
1552-3 |
1592-6 |
1527-5 |
| S2 |
1502-7 |
1502-7 |
1583-5 |
|
| S3 |
1404-1 |
1453-5 |
1574-5 |
|
| S4 |
1305-3 |
1354-7 |
1547-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1657-0 |
1563-0 |
94-0 |
5.7% |
23-2 |
1.4% |
83% |
True |
False |
141,020 |
| 10 |
1690-0 |
1552-2 |
137-6 |
8.4% |
25-6 |
1.6% |
64% |
False |
False |
156,265 |
| 20 |
1690-0 |
1453-0 |
237-0 |
14.4% |
25-0 |
1.5% |
79% |
False |
False |
145,411 |
| 40 |
1690-0 |
1276-0 |
414-0 |
25.2% |
20-1 |
1.2% |
88% |
False |
False |
119,575 |
| 60 |
1690-0 |
1253-0 |
437-0 |
26.6% |
18-6 |
1.1% |
89% |
False |
False |
99,096 |
| 80 |
1690-0 |
1253-0 |
437-0 |
26.6% |
17-3 |
1.1% |
89% |
False |
False |
85,591 |
| 100 |
1690-0 |
1253-0 |
437-0 |
26.6% |
16-1 |
1.0% |
89% |
False |
False |
76,199 |
| 120 |
1690-0 |
1226-4 |
463-4 |
28.2% |
15-1 |
0.9% |
89% |
False |
False |
66,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1756-7 |
|
2.618 |
1718-4 |
|
1.618 |
1695-0 |
|
1.000 |
1680-4 |
|
0.618 |
1671-4 |
|
HIGH |
1657-0 |
|
0.618 |
1648-0 |
|
0.500 |
1645-2 |
|
0.382 |
1642-4 |
|
LOW |
1633-4 |
|
0.618 |
1619-0 |
|
1.000 |
1610-0 |
|
1.618 |
1595-4 |
|
2.618 |
1572-0 |
|
4.250 |
1533-5 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1645-2 |
1636-3 |
| PP |
1643-7 |
1631-7 |
| S1 |
1642-3 |
1627-2 |
|